I like horror films. Many of them can be a blast to watch. The issue is that most of them suck, especially the popular ones.
Althoug this applies to comedy, drama, and any other kind of film or art form. As for why someone would watch a movie that would scare them, well, lots of reasons.

1. Being scared is fun. It's why people ride roller coasters it's a way for people to experience something moving in a universal way. People watch comedys to laugh, but horror provides a much more viceral experience that can be both thrilling and involving in a way they don't get from other films. (Personally dramas tend to scare me more often than horror films but I still find well executed ones fun)

2. They can be fun, fresh movie going experiences. Some horror movies are just insane thrill rides that take you to such enxexpected places it's nice to see something outof the ordinary. This will often involve gore and a very dark sense of humor and a willingness to see things so unsetteling it's hard not to bust a gut laughing. An example of this is Evil Dead II when Ash's hand becomes evil, he cuts it off with a chainsaw and later replaces it with the chainsaw. Only in a horror film something so insane/amazing/insanely amazing happen (altough to be fair Evil Dead is designed more to induce laughter and be awesome than to scare) (edit:also sometimes it's fun to see a movie that deals with ghosts or demons or the forces of evil. People have been writing stories like these for hundreds of years.)

3. Lastly a horror film can be a truly masterful film. It can use mood and atmosphere in ways no other genres can. Just because the Friday the 13th films and Saw films are the face of the genre doesn't mean that a scary movie can't be great art.

for me it's the thrill that I love. but lately it feels like my body physically can't handle the stress of being so scared, so I tell myself no more scary movies. then I find myself watching another one, it can't be helped.

Well for a lot of people, horror movies aren't scary. I'm one of those people that doesn't scare. I don't watch horror movies because they scare me. They do the exact opposite for me actually. You will find some people who watch movies who like to be scared, or who are sadists, or even people who just love the adrenaline rush it gives them. Either way, horror is easily the most innovative & unique genre out there. Whether you love them or hate them, you have to give them that at least.

TuttleAC makes some excellent points and sums up partly how I feel about the whole horror genre. I agree what he said about the genre using techniques that no other genre can. Atmosphere is a huge part of the horror genre, and nobody else does it like they do. The fact that they DO scare you just proves they're doing their job. They can be a really phenomenal movie-going experience and you're probably missing out on some of the best films ever made, but I suppose to each their own.

And y'know no offense, but maybe you should try a horror movie or two before you judge the entire genre as a whole. Just a thought. Not saying you have to go big...there are some PG horror movies out there that really aren't that bad.

I hate them. Whoever says being scared is fun is crazy. My boyfriend lives for scaring me so since I'm getting scared in real life all the time, I'm not going to voluntarily watch something that's going to scare me. No thanks.